Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values

Annales de l'Institut Henri Poincare (C) Analyse Non Lineaire

Volumn 24, Issue 3, 2007, Pages 361-368

  Lions, P L ^a,b   Lasry, J M ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b Credit Agricole SA   (France)

Author keywords

[No Author keywords available]

Indexed keywords

INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY;

BLACK-SCHOLES PARADIGM; MARKET DYNAMICS; PROBABILISTIC DISTRIBUTION;

NONLINEAR ANALYSIS;

EID: 33947517974     PISSN: 02941449     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpc.2005.12.005     Document Type: Article

References (11)

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